+22.6%
D vs TRMB
-31.2%
+53.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -17.3% | +21.8% | +3.1% |
| 7D | +8.5% | -15.7% | +24.2% | +7.2% |
| 30D | +14.3% | -7.8% | +22.1% | +13.3% |
| 3M | +1.8% | -9.3% | +11.1% | +0.8% |
| 6M | +13.0% | -20.8% | +33.9% | +10.9% |
| YTD | +22.7% | -30.8% | +53.5% | +18.4% |
| 1Y | +22.6% | -31.0% | +53.6% | +17.5% |
| All | +22.6% | -31.2% | +53.8% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling